//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Portfolio-Management"
~isPartOf:"Insurance / Mathematics & economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"MANOVA model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Analysis of variance
3
Portfolio selection
3
Theorie
3
Theory
3
Varianzanalyse
3
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
Asset-liability management
1
BSDE
1
Capital income
1
Conditional tail expectation
1
Conditional tail variance
1
Constant elasticity of variance
1
Generalized Hyperbolic distribution
1
Generalized skew-elliptical distributions
1
Kapitaleinkommen
1
Mean-variance
1
Measurement
1
Messung
1
Multiple assets
1
Normal mean-variance mixture
1
Optimal portfolio selection
1
Risiko
1
Risk
1
Risk allocation
1
Stochastic process
1
Stochastischer Prozess
1
Tail Conditional Expectation
1
Tail Variance
1
Tail mean-variance criterion
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Chen, Ping
1
Eini, Esmat Jamshidi
1
Khaloozadeh, Hamid
1
Kim, Joseph H. T.
1
Kim, So-Yeun
1
Zhang, Miao
1
Published in...
All
Insurance / Mathematics & economics
Journal of empirical finance
10
Journal of econometrics
9
European journal of operational research : EJOR
8
Working paper series / University of Zurich, Department of Economics
7
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Journal of banking & finance
5
Finance research letters
4
International journal of theoretical and applied finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Quantitative finance
4
Working paper
4
Financial markets and portfolio management
3
Journal of financial econometrics
3
Operations research letters
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Annals of finance
2
Applied economics
2
Applied economics letters
2
Computational Management Science : CMS
2
Discussion papers in statistics and econometrics
2
Finance India : the quarterly journal of Indian Institute of Finance
2
Finanz- und Rechnungswesen
2
International journal of financial engineering
2
International journal of forecasting
2
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
2
Journal of investment management : JOIM
2
Journal of risk and financial management : JRFM
2
Mathematics and financial economics
2
Reihe Quantitative Ökonomie : Ökon
2
Research notes in economics & statistics
2
Research paper series / Swiss Finance Institute
2
SFB 649 discussion paper
2
The European journal of finance
2
The journal of asset management
2
The journal of computational finance
2
The review of financial studies
2
22-334
1
65th Anniversary Conference of the Institute of Economics : Zagreb, November 18 - 19, 2004; proceedings
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution
Eini, Esmat Jamshidi
;
Khaloozadeh, Hamid
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012545260
Saved in:
2
Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions
Kim, Joseph H. T.
;
Kim, So-Yeun
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 145-157
Persistent link: https://www.econbiz.de/10012058851
Saved in:
3
Mean-variance asset-liability management under constant elasticity of variance process
Zhang, Miao
;
Chen, Ping
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 11-18
Persistent link: https://www.econbiz.de/10011597077
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->